+1,171.2%
ARES vs FE
+134.3%
+1,036.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +3.9% | +4.0% |
| 7D | +8.1% | -0.5% | +8.7% | +8.3% |
| 30D | +18.9% | +4.3% | +14.6% | +17.5% |
| 3M | +2.3% | +0.4% | +1.9% | +2.2% |
| 6M | +12.7% | +6.9% | +5.8% | +10.3% |
| YTD | -10.8% | +8.0% | -18.8% | -13.5% |
| 1Y | -5.3% | +4.8% | -10.1% | -7.4% |
| 3Y | +42.0% | +49.0% | -6.9% | +22.0% |
| 5Y | +88.3% | +46.2% | +42.1% | +62.3% |
| 10Y | +1,148.2% | +120.9% | +1,027.3% | +940.6% |
| All | +1,171.2% | +134.3% | +1,036.9% | +966.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling